Moderate deviations for stationary sequences of Hilbert valued bounded random variables

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dc.creatorDede, Sophie
dc.date2008-05-19
dc.date2009-01-21
dc.date.accessioned2026-07-07T12:31:46Z
dc.date.available2026-07-07T12:31:46Z
dc.descriptionIn this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are martingale approximations and a new Hoeffding inequality for non adpated sequences of Hilbert-valued random variables. Applications to Cramer-Von Mises statistics, functions of linear processes and stable Markov chains are given.
dc.identifierhttps://arxiv.org/abs/0805.2899
dc.identifierhttp://arxiv.org/abs/0805.2899
dc.identifierJournal of Mathematical Analysis and applications Volume 349, Issue 2 (2009) 374-394
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/216557
dc.subjectProbability
dc.subject60F10, 60G10
dc.titleModerate deviations for stationary sequences of Hilbert valued bounded random variables
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